RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BN_REVGAPSQ
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.004471      R Bar **2  -0.001674
Uncentered R**2   0.073205      T x R**2      12.006
Mean of Dependent Variable      0.7628060774
Std Error of Dependent Variable 2.8096137400
Standard Error of Estimate      2.8119648301
Sum of Squared Residuals        1280.9576854
Log Likelihood                    -401.25666
Durbin-Watson Statistic             1.349459

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.862132328  0.387514140      2.22478  0.02609625
2.  DUM98Q1                  -0.452486253  0.412777006     -1.09620  0.27299116

Difference in means =       -0.45249

Statistics on Series T_OVN_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations               5000
Sample Mean            0.638455      Variance            2.584782
Standard Error         1.607726      of Sample Mean      0.022737
t-Statistic (Mean=0)  28.080411      Signif Level        0.000000
Skewness               0.786665      Signif Level (Sk=0) 0.000000
Kurtosis (excess)     -0.280528      Signif Level (Ku=0) 0.000052
Jarque-Bera          532.096735      Signif Level (JB=0) 0.000000

Minimum               -2.397077      Maximum             6.403339
01-%ile               -1.747201      99-%ile             4.639204
05-%ile               -1.332863      95-%ile             3.748273
10-%ile               -1.066682      90-%ile             3.121701
25-%ile               -0.566051      75-%ile             1.809779
Median                 0.136405

